Turkish New Lira AGARCH Volatility Analysis
High-persistence model: shocks decay very slowly, so the theoretical long-run value may not be practically meaningful
Volatility prediction for Monday, June 15th, 2026
1 Day
7.45%
increased by 5.25%
1 Week
7.55%
increased by 5.35%
1 Month
7.97%
increased by 5.77%
Analysis last updated: Friday, June 12, 2026 at 08:12 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0002 | 1.13 | |
| 0.0866 | 19.52 | |
| 0.9255 | 258.16 | |
| -0.0369 | -2.95 |
Estimation Period:
Jul 31, 2001 to Jun 12, 2026
Jul 31, 2001 to Jun 12, 2026
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